ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 07-Oct-2011

Day Change Summary
	Previous	Current
	06-Oct-2011	07-Oct-2011	Change	Change %	Previous Week
Open	130-070	129-170	-0-220	-0.5%	130-050
High	130-110	129-210	-0-220	-0.5%	131-125
Low	129-140	128-150	-0-310	-0.7%	128-150
Close	129-165	128-285	-0-200	-0.5%	128-285
Range	0-290	1-060	0-090	31.0%	2-295
ATR	0-287	0-293	0-007	2.3%	0-000
Volume	1,090,539	1,341,894	251,355	23.0%	5,907,984

Daily Pivots for day following 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-182	131-293	129-174
R3	131-122	130-233	129-070
R2	130-062	130-062	129-035
R1	129-173	129-173	129-000	129-088
PP	129-002	129-002	129-002	128-279
S1	128-113	128-113	128-250	128-028
S2	127-262	127-262	128-215
S3	126-202	127-053	128-180
S4	125-142	125-313	128-076

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	138-112	136-173	130-159
R3	135-137	133-198	129-222
R2	132-162	132-162	129-136
R1	130-223	130-223	129-051	130-045
PP	129-187	129-187	129-187	129-098
S1	127-248	127-248	128-199	127-070
S2	126-212	126-212	128-114
S3	123-237	124-273	128-028
S4	120-262	121-298	127-091

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-125	128-150	2-295	2.3%	0-304	0.7%	14%	False	True	1,181,596
10	131-125	128-150	2-295	2.3%	0-283	0.7%	14%	False	True	1,133,354
20	131-300	128-150	3-150	2.7%	0-274	0.7%	12%	False	True	1,103,324
40	131-300	128-060	3-240	2.9%	0-275	0.7%	19%	False	False	824,848
60	131-300	122-130	9-170	7.4%	0-292	0.7%	68%	False	False	550,873
80	131-300	120-120	11-180	9.0%	0-264	0.6%	74%	False	False	413,442
100	131-300	120-030	11-270	9.2%	0-214	0.5%	74%	False	False	330,754
120	131-300	117-130	14-170	11.3%	0-179	0.4%	79%	False	False	275,629

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	134-225
2.618	132-245
1.618	131-185
1.000	130-270
0.618	130-125
HIGH	129-210
0.618	129-065
0.500	129-020
0.382	128-295
LOW	128-150
0.618	127-235
1.000	127-090
1.618	126-175
2.618	125-115
4.250	123-135

Fisher Pivots for day following 07-Oct-2011
Pivot	1 day	3 day
R1	129-020	129-192
PP	129-002	129-117
S1	128-303	129-041

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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